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Investor sentiment and stock market liquidity: Evidence from an emerging economy

Citations

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Cited by:

  1. Chaudhry, Neeru & Gupta, Aastha, 2024. "Impact of using derivatives on stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
  2. Huynh, Nhan & De Mello, Lurion & Li, Kai, 2025. "Evolution of investor sentiment: A systematic literature review and bibliometric analysis," International Review of Economics & Finance, Elsevier, vol. 100(C).
  3. Damien KUNJAL, 2023. "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 45-64.
  4. Gaoshan Wang & Zhiyi Wang & Mingyue Chen & Xiaohong Shen, 2026. "An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning," Computational Economics, Springer;Society for Computational Economics, vol. 67(3), pages 1767-1795, March.
  5. Liu, Jia & Fu, Pengju & Lin, Chunyan, 2023. "Rule improvements and irrational characteristics of herd behaviour–The effects of SMT policy," Finance Research Letters, Elsevier, vol. 56(C).
  6. Hui Liu & Jia Zhu & Huijie Cheng, 2024. "Enterprise digital transformation’s impact on stock liquidity: A corporate governance perspective," PLOS ONE, Public Library of Science, vol. 19(3), pages 1-28, March.
  7. Le, Thai Hong & Luong, Anh Tram, 2022. "Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam," Resources Policy, Elsevier, vol. 78(C).
  8. Chen, Xiaomeng Charlene & Hellmann, Andreas & Sood, Suresh, 2022. "A framework for analyst economic incentives and cognitive biases: Origination of the walk-down in earnings forecasts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
  9. Cakici, Nusret & Zaremba, Adam, 2023. "Recency bias and the cross-section of international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  10. Dhoha Mellouli & Siwar Ellouz, 2023. "Determinants of IPO stock market liquidity in a small emerging economy," SN Business & Economics, Springer, vol. 3(9), pages 1-19, September.
  11. Dhasmana, Samriddhi & Ghosh, Sajal & Kanjilal, Kakali, 2023. "Does investor sentiment influence ESG stock performance? Evidence from India," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  12. Gao, Yang & Zhao, Chengjie & Wang, Yaojun, 2024. "Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 438-450.
  13. Chen, Yufeng & Wang, Chuwen & Zhu, Zhitao, 2022. "Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach," Energy Economics, Elsevier, vol. 114(C).
  14. Kuntal K. Das & Mona Yaghoubi, 2025. "Climate Sentiment-Induced Stock Liquidity," Working Papers in Economics 25/12, University of Canterbury, Department of Economics and Finance.
  15. Wan-Ru Yang & Ming-Che Chuang, 2025. "Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(3), pages 953-974, September.
  16. Zhoutianyang Sun & Jia Li, 2026. "Investor stickiness and stock liquidity," Risk Management, Palgrave Macmillan, vol. 28(3), pages 1-31, September.
  17. Khan, Hera Asif & Chahal, Rishman Jot Kaur, 2025. "Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
  18. Ahmed, Walid M.A., 2024. "Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach," Energy Economics, Elsevier, vol. 136(C).
  19. Bashir, Hajam Abid & Kumar, Dilip, 2025. "Unveiling investor sentiment, attention, and speed of price adjustment in Indian market," International Review of Economics & Finance, Elsevier, vol. 101(C).
  20. Teressa Elliott & Darius Fatemi & Jang-Chul Kim & Qing Su, 2025. "The Impact of Terrorism on Liquidity and Information Asymmetry: Evidence from Non-U.S. Stocks Listed on the NYSE," Defence and Peace Economics, Taylor & Francis Journals, vol. 36(3), pages 307-323, April.
  21. Zhaokun Guo & Weiyan Jiang & Kunhui Ye, 2025. "Interplay of ESG, Trust, and Financial Performance: Empirical Evidence From China’s Listed Companies," SAGE Open, , vol. 15(4), pages 21582440251, November.
  22. Shuhong Wang & Xiaojing Yi & Malin Song, 2023. "The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10955-10973, October.
  23. Muhammad Ateeq ur REHMAN & Masood AHMAD & Furman ALI & Habib AHMAD, 2024. "Expose the Hidden : Investor Sentiment and Anomaly Strategies in Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 63-81, December.
  24. Hussain, Shahzad & Akbar, Muhammad & Malik, Qaisar & Ahmad, Tanveer & Abbas, Nasir, 2021. "Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment," CAFE Working Papers 14, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
  25. Aryo Sasongko & Cicilia Anggadewi Harun & Geyana Ledy Fista & Kusfisiami Wima Mustika & Aninditha Kemala Dinianyadharani & Karanissa Larasati & Puput Kurniati & Dila Safitri, 2024. "Modeling And Analysis Of Yield Curve And Exchange Rate Formation In Pro-Market Monetary Operations," Working Papers WP/09/2024, Bank Indonesia.
  26. Lei, Shaohai & Chen, Yilan & Xia, Dehua, 2025. "Does climate risk disclosure affect stock liquidity?," Research in International Business and Finance, Elsevier, vol. 80(C).
  27. Kim, Jang-Chul & Su, Qing, 2023. "The dynamics of utility stocks amidst adversity of Hurricane Sandy," Finance Research Letters, Elsevier, vol. 58(PD).
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